Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.707 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52135.16 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48018.89 Kr¶

PnL: ---------------------------------------> -913.11 Kr¶

DD now: ---------------------------------> -1.855 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 10:15:17.059551'

Anic Portfolio¶

Today¶

Return: 0.116 %¶

This Week¶

Return: -0.346 %¶

Total portfolio value¶

Return including deposits: 70.677 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -1.400000 2321.000000 132.000000 6.030000 2189.000000
BHG Group 49 2.460000 673.260000 34.260000 5.360000 638.999984
Xvivo Perfusion 3 -0.340000 879.000000 34.000000 4.020000 845.000001
Volati 5 5.760000 606.000000 32.000000 5.570000 574.000000
Biotage 4 0.670000 628.200000 25.200000 4.180000 603.000000
Vitrolife 3 1.390000 702.000000 25.000000 3.690000 677.000001
Svolder B 35 0.320000 2199.750000 20.750000 0.950000 2179.000005
SynAct Pharma 9 1.090000 665.100000 20.100000 3.120000 645.000003
Embracer Group B 26 0.790000 679.900000 17.900000 2.700000 661.999988
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
NCC B 7 1.280000 665.000000 11.000000 1.680000 653.999997
Fortnox 10 -0.500000 673.000000 5.000000 0.750000 668.000000
Latour B 2 -0.490000 449.800000 0.800000 0.180000 449.000000
Indutrade 5 -0.640000 1320.000000 0.000000 0.000000 1320.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Addnode Group B 6 -1.260000 750.600000 -1.400000 -0.190000 751.999998
Humana 40 1.450000 672.000000 -2.000000 -0.300000 674.000000
Nolato B 12 -1.390000 638.400000 -9.600000 -1.480000 648.000000
Sampo Oyj SDB 1 -0.800000 494.500000 -10.500000 -2.080000 505.000000
Investor B 3 -0.350000 646.500000 -11.500000 -1.750000 657.999999
SCA A 4 -0.410000 585.600000 -13.400000 -2.240000 599.000000
Sdiptech B 3 -2.040000 807.600000 -14.400000 -1.750000 822.000000
BONESUPPORT HOLDING 10 -0.740000 1201.000000 -23.000000 -1.880000 1224.000000
Lime Technologies 2 -2.570000 568.000000 -25.000000 -4.220000 593.000000
Gaming Innovation Group 161 0.190000 4153.800000 -34.200000 -0.820000 4187.999942
Ambea 68 1.100000 2492.880000 -44.120000 -1.740000 2537.000032
Lundin Gold 7 -0.310000 914.200000 -59.800000 -6.140000 973.999999
Creades A 7 0.190000 549.850000 -61.150000 -10.010000 610.999998
Balco Group 39 -0.430000 1792.050000 -82.950000 -4.420000 1874.999997
Investor A 16 -0.460000 3449.600000 -95.400000 -2.690000 3545.000000
Sedana Medical 135 1.960000 4214.700000 -116.300000 -2.690000 4330.999935
New Wave B 40 -0.040000 3758.400000 -157.600000 -4.020000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 1.440000 2612.200000 -354.800000 -11.960000 2966.999993
TOTAL 48018.890000 -913.110000 -1.85464% 48931.999868

Updated:¶

'2023-06-14 10:15:34.560038'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶